Statistical models based on Gaussian random variables occupy a central position in modern data analysis, offering a mathematically tractable framework for inference, prediction and dimensionality ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...